+8,627.7%
WFC vs CASY
+36,294.0%
-27,666.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +1.5% | -11.3% | +12.8% | +4.8% |
| 3M | +10.9% | -0.6% | +11.5% | +9.7% |
| 6M | +8.4% | +10.7% | -2.3% | +3.6% |
| YTD | -1.9% | +37.1% | -39.0% | -11.9% |
| 1Y | +12.3% | +52.3% | -40.0% | -2.5% |
| 3Y | +132.3% | +215.2% | -82.9% | +59.9% |
| 5Y | +130.1% | +276.5% | -146.4% | +48.8% |
| 10Y | +134.4% | +508.4% | -374.0% | +31.3% |
| All | +8,627.7% | +36,294.0% | -27,666.3% | +1,856.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling